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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+6.23%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$58.6B
AUM Growth
+$7.32B
Cap. Flow
+$4.67B
Cap. Flow %
7.96%
Top 10 Hldgs %
13.41%
Holding
4,085
New
824
Increased
1,944
Reduced
1,161
Closed
139

Top Buys

Rank Stock Value
1
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$539M
2
VOO icon
Vanguard S&P 500 ETF
VOO
+$237M
3
HPE icon
Hewlett Packard
HPE
+$97.1M
4
AAPL icon
Apple
AAPL
+$68.9M
5
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$59.8M

Top Sells

Rank Stock Value
1
GOOG icon
Alphabet (Google) Class C
GOOG
+$471M
2
HPQ icon
HP
HPQ
+$140M
3
CXT icon
Crane NXT
CXT
+$38.8M
4
EFA icon
iShares MSCI EAFE ETF
EFA
+$37.3M
5
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$36M

Sector Composition

Rank Sector Weight
1 Financials 13.9%
2 Healthcare 13.18%
3 Technology 12.2%
4 Consumer Discretionary 8.89%
5 Industrials 8.54%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ATML
2026
DELISTED
ATMEL CORP
ATML
$1.83M ﹤0.01%
212,488
-153,524
-42% -$1.29M
HTGC icon
2027
Hercules Capital
HTGC
$3.07B
$1.83M ﹤0.01%
150,012
+31,408
+26% +$353K
ROIC
2028
DELISTED
Retail Opportunity Investments Corp.
ROIC
$1.83M ﹤0.01%
102,179
-2,400
-2% -$42.8K
SBGI icon
2029
Sinclair Inc
SBGI
$992M
$1.82M ﹤0.01%
55,985
+1,303
+2% +$41.4K
FSTR icon
2030
Foster
FSTR
$430M
$1.82M ﹤0.01%
133,218
+73,297
+122% +$999K
PRLB icon
2031
Protolabs
PRLB
$1.79B
$1.81M ﹤0.01%
28,469
+202
+0.7% +$13K
BSV icon
2032
Vanguard Short-Term Bond ETF
BSV
$44.7B
$1.81M ﹤0.01%
22,771
-5,827
-20% -$466K
BPFH
2033
DELISTED
Boston Private Financial Holdings, Inc.
BPFH
$1.81M ﹤0.01%
159,681
-17,694
-10% -$206K
FWRD icon
2034
Forward Air
FWRD
$444M
$1.81M ﹤0.01%
42,079
-4,024
-9% -$180K
MEI icon
2035
Methode Electronics
MEI
$496M
$1.81M ﹤0.01%
56,849
+6,761
+13% +$228K
SXC icon
2036
SunCoke Energy
SXC
$720M
$1.81M ﹤0.01%
520,933
+248,583
+91% +$1.19M
CEB
2037
DELISTED
CEB Inc.
CEB
$1.81M ﹤0.01%
29,432
-3,102
-10% -$220K
TVTY
2038
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$1.8M ﹤0.01%
140,229
-14,814
-10% -$180K
MOV icon
2039
Movado Group
MOV
$849M
$1.8M ﹤0.01%
70,130
+9,574
+16% +$250K
ODP
2040
DELISTED
ODP
ODP
$1.8M ﹤0.01%
31,847
-17,339
-35% -$1.15M
PERY
2041
DELISTED
Perry Ellis International Inc
PERY
$1.79M ﹤0.01%
97,472
+6,335
+7% +$130K
EXG icon
2042
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
EXG
$2.99B
$1.78M ﹤0.01%
201,619
-284,434
-59% -$2.55M
CIR
2043
DELISTED
CIRCOR International, Inc
CIR
$1.78M ﹤0.01%
42,236
+3,616
+9% +$159K
CONN
2044
DELISTED
Conn's Inc.
CONN
$1.78M ﹤0.01%
75,782
+25,309
+50% +$599K
IWR icon
2045
iShares Russell Mid-Cap ETF
IWR
$56B
$1.77M ﹤0.01%
44,236
+36,928
+505% +$1.51M
UFCS icon
2046
United Fire Group
UFCS
$1.32B
$1.76M ﹤0.01%
46,011
+3,953
+9% +$150K
ACV
2047
Virtus Diversified Income & Convertible Fund
ACV
$278M
$1.76M ﹤0.01%
96,932
+60,341
+165% +$1.1M
APOG icon
2048
Apogee Enterprises
APOG
$826M
$1.76M ﹤0.01%
40,423
+4,414
+12% +$213K
TLMR
2049
DELISTED
TALMER BANCORP INC (MI)
TLMR
$1.76M ﹤0.01%
97,020
+24,865
+34% +$431K
UVE icon
2050
Universal Insurance Holdings
UVE
$1.22B
$1.75M ﹤0.01%
75,722
-47,148
-38% -$1.3M
80 81
82
83 84

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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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Parametric Portfolio Associates's Q4 2015 Portfolio in Review

As of Q4 2015, Parametric Portfolio Associates held 4,085 positions worth $58.6B, up 14% from $51.3B the previous quarter. Its ten largest holdings account for 13% of the portfolio.

Parametric Portfolio Associates deployed $4.67B of net new capital in Q4 2015, opening 824 new positions and adding to 1,944 existing holdings. Its largest new stake was Alphabet (Google) Class A: 14,553,740 shares worth $566M.

By sector, the portfolio is most concentrated in Financials at 14% of assets, down from 15% a quarter earlier, followed by Healthcare and Technology.

On the sell side, the largest reduction was Alphabet (Google) Class C, an estimated $471M trimmed.

  • Parametric Portfolio Associates's largest Q4 2015 buy was Alphabet (Google) Class A: 14,553,740 shares worth $566M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q4 2015, an estimated $237M increase.
  • Parametric Portfolio Associates's biggest Q4 2015 reduction was Alphabet (Google) Class C, cutting an estimated $471M.
  • Parametric Portfolio Associates fully exited SIGMA - ALDRICH CORP in Q4 2015, selling an estimated $34.8M.
  • Parametric Portfolio Associates's ten largest holdings make up 13% of its $58.6B portfolio in Q4 2015.
  • Parametric Portfolio Associates opened 824 new positions and closed 139 in Q4 2015.
  • Parametric Portfolio Associates's portfolio value rose 14% quarter-over-quarter to $58.6B.

Based on Parametric Portfolio Associates's 13F filing for Q4 2015, filed 12 Feb 2016.